Duplicate: How can I backtest a portfolio of trading systems sharing a single max position and different exits

How can I backtest a portfolio of trading systems sharing a single max position and different exits
I have looked everywhere and I cannot find a way to this, can someone give me a practival example
This is a very weak point for amibroker, it should be easy

Really USE THE SEARCH before creation of duplicate threads. The topic has been already discussed here and no it is not "difficult":

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